Results 1 to 10 of about 36 (35)

On Beta Exponentiated Lomax-Exponential Distribution with applications

Scientific African, 2023
This study introduces a new Beta Exponentiated Lomax-Exponential Distribution (BELED) with special reference to its quantile function to enhance closed form solution of its parameters and make its proprietorial effect on data modeling quantifiable with ...
A.T. Sóyínká
doaj   +1 more source

Generating unfavourable VaR scenarios under Solvency II with patchwork copulas

Dependence Modeling, 2021
The central idea of the paper is to present a general simple patchwork construction principle for multivariate copulas that create unfavourable VaR (i.e. Value at Risk) scenarios while maintaining given marginal distributions.
Pfeifer Dietmar, Ragulina Olena
doaj   +1 more source

Copula modeling for discrete random vectors

Dependence Modeling, 2020
Copulas have now become ubiquitous statistical tools for describing, analysing and modelling dependence between random variables. Sklar’s theorem, “the fundamental theorem of copulas”, makes a clear distinction between the continuous case and the ...
Geenens Gery
doaj   +1 more source

Subsymmetry and asymmetry models for multiway square contingency tables with ordered categories

Open Mathematics, 2016
This paper suggests several models that describe the symmetry and asymmetry structure of each subdimension for the multiway square contingency table with ordered categories.
Aktaş Serpil
doaj   +1 more source

New copulas based on general partitions-of-unity and their applications to risk management (part II)

Dependence Modeling, 2017
We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature.
Pfeifer Dietmar, Mändle Andreas, Ragulina Olena   +2 more
doaj   +1 more source

New copulas based on general partitions-of-unity (part III) — the continuous case

Dependence Modeling, 2019
In this paper we discuss a natural extension of infinite discrete partition-of-unity copulas which were recently introduced in the literature to continuous partition of copulas with possible applications in risk management and other fields.
Pfeifer Dietmar, Mändle Andreas, Ragulina Olena, Girschig Côme   +3 more
doaj   +1 more source

Bayesian Selection of Log-Linear Models

Canadian Journal of Statistics, 1996
A general methodology is presented for finding suitable Poisson log-linear models with applications to multiway contingency tables. Mixtures of multivariate normal distributions are used to model prior opinion when a subset of the regression vector is ...
James H Albert
exaly   +1 more source

Bayesian Analysis of Contingency Tables

Communications in Statistics - Theory and Methods, 2005
Miguel A Gómez-Villegas
exaly  

Ideals Generated by Adjacent 2-Minors

Journal of Commutative Algebra, 2012
Jürgen Herzog, Takayuki Hibi
exaly  

The Amalgamation and Geometry of Two-by-Two Contingency Tables

Annals of Statistics, 1987
Yash Mittal, I J Good
exaly